| Trading Metrics calculated at close of trading on 29-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2020 |
29-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
11,145.00 |
11,388.00 |
243.00 |
2.2% |
10,920.00 |
| High |
11,404.00 |
11,448.75 |
44.75 |
0.4% |
11,222.00 |
| Low |
11,140.25 |
11,289.50 |
149.25 |
1.3% |
10,656.50 |
| Close |
11,394.75 |
11,337.75 |
-57.00 |
-0.5% |
11,136.50 |
| Range |
263.75 |
159.25 |
-104.50 |
-39.6% |
565.50 |
| ATR |
338.75 |
325.93 |
-12.82 |
-3.8% |
0.00 |
| Volume |
568,217 |
444,170 |
-124,047 |
-21.8% |
3,350,326 |
|
| Daily Pivots for day following 29-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,836.50 |
11,746.25 |
11,425.25 |
|
| R3 |
11,677.25 |
11,587.00 |
11,381.50 |
|
| R2 |
11,518.00 |
11,518.00 |
11,367.00 |
|
| R1 |
11,427.75 |
11,427.75 |
11,352.25 |
11,393.25 |
| PP |
11,358.75 |
11,358.75 |
11,358.75 |
11,341.50 |
| S1 |
11,268.50 |
11,268.50 |
11,323.25 |
11,234.00 |
| S2 |
11,199.50 |
11,199.50 |
11,308.50 |
|
| S3 |
11,040.25 |
11,109.25 |
11,294.00 |
|
| S4 |
10,881.00 |
10,950.00 |
11,250.25 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,701.50 |
12,484.50 |
11,447.50 |
|
| R3 |
12,136.00 |
11,919.00 |
11,292.00 |
|
| R2 |
11,570.50 |
11,570.50 |
11,240.25 |
|
| R1 |
11,353.50 |
11,353.50 |
11,188.25 |
11,462.00 |
| PP |
11,005.00 |
11,005.00 |
11,005.00 |
11,059.25 |
| S1 |
10,788.00 |
10,788.00 |
11,084.75 |
10,896.50 |
| S2 |
10,439.50 |
10,439.50 |
11,032.75 |
|
| S3 |
9,874.00 |
10,222.50 |
10,981.00 |
|
| S4 |
9,308.50 |
9,657.00 |
10,825.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,448.75 |
10,660.25 |
788.50 |
7.0% |
312.50 |
2.8% |
86% |
True |
False |
612,231 |
| 10 |
11,539.00 |
10,656.50 |
882.50 |
7.8% |
333.00 |
2.9% |
77% |
False |
False |
659,516 |
| 20 |
12,448.75 |
10,656.50 |
1,792.25 |
15.8% |
391.00 |
3.4% |
38% |
False |
False |
409,254 |
| 40 |
12,448.75 |
10,656.50 |
1,792.25 |
15.8% |
289.75 |
2.6% |
38% |
False |
False |
205,060 |
| 60 |
12,448.75 |
10,288.00 |
2,160.75 |
19.1% |
280.50 |
2.5% |
49% |
False |
False |
136,927 |
| 80 |
12,448.75 |
9,390.50 |
3,058.25 |
27.0% |
272.75 |
2.4% |
64% |
False |
False |
102,766 |
| 100 |
12,448.75 |
8,829.25 |
3,619.50 |
31.9% |
251.50 |
2.2% |
69% |
False |
False |
82,213 |
| 120 |
12,448.75 |
8,088.50 |
4,360.25 |
38.5% |
243.00 |
2.1% |
75% |
False |
False |
68,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,125.50 |
|
2.618 |
11,865.75 |
|
1.618 |
11,706.50 |
|
1.000 |
11,608.00 |
|
0.618 |
11,547.25 |
|
HIGH |
11,448.75 |
|
0.618 |
11,388.00 |
|
0.500 |
11,369.00 |
|
0.382 |
11,350.25 |
|
LOW |
11,289.50 |
|
0.618 |
11,191.00 |
|
1.000 |
11,130.25 |
|
1.618 |
11,031.75 |
|
2.618 |
10,872.50 |
|
4.250 |
10,612.75 |
|
|
| Fisher Pivots for day following 29-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
11,369.00 |
11,269.00 |
| PP |
11,358.75 |
11,200.00 |
| S1 |
11,348.25 |
11,131.25 |
|